print on demand:
If
you click on this icon you can order a print copy of this publication.

Abstract (eng):

This paper studies dynamic stochastic optimization problems parametrized
by a random variable. Such problems arise in many applications in operations research and mathematical ﬁnance. We give sufficient conditions
for the existence of solutions and the absence of a duality gap. Our proof
uses extended dynamic programming equations, whose validity is established under new relaxed conditions that generalize certain no-arbitrage
conditions from mathematical ﬁnance.

Access Statistics:
These data concerning access statistics for individual documents
have been compiled using the webserver log files aggregated by AWSTATS.
They refer to a monthly access count to the full text documents as well as to the entry page.

As for format versions of a document which consist of multiple files
(such as HTML) the highest monthly access number to one of the files (chapters)
is shown respectivly.

To see the detailled access numbers please move the mouse pointer
over the single bars of the digaram.